The process of information fusion needs to deal with a large number of uncertain information with multi-source, heterogeneity, inaccuracy, unreliability, and incompleteness. In practical engineering applications, Dempster–Shafer evidence theory is widely used in multi-source information fusion owing to its effectiveness in data fusion. Information sources have an important impact on multi-source information fusion in an environment with the characteristics of complex, unstable, uncertain, and incomplete. To address multi-source information fusion problem, this paper considers the situation of uncertain information modeling from the closed-world to the open-world assumption and studies the generation of basic probability assignment with incomplete information. A new method is proposed to generate the generalized basic probability assignment (GBPA) based on the triangular fuzzy number model under the open-world assumption. First, the maximum, minimum, and mean values for the triangular membership function of each attribute in classification problem can be obtained to construct a triangular fuzzy number representation model. Then, by calculating the length of the intersection points between the sample and the triangular fuzzy number model, a GBPA set with an assignment for the empty set can be determined. The proposed method can not only be used in different complex environments simply and flexibly, but also have less information loss in information processing. Finally, a series of comprehensive experiments basing on the UCI data sets is used to verify the rationality and superiority of the proposed method.